-13.5%
KHC vs FCEL
-61.1%
+47.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.7% | +5.5% | -1.2% |
| 7D | -4.8% | +15.1% | -19.9% | -4.6% |
| 30D | +0.3% | -16.4% | +16.7% | +0.2% |
| 3M | +6.7% | -5.3% | +12.0% | +6.4% |
| 6M | +4.2% | +124.5% | -120.4% | +2.6% |
| YTD | +6.7% | +126.7% | -119.9% | +4.9% |
| 1Y | -1.4% | +219.9% | -221.3% | -4.0% |
| All | -13.5% | -61.1% | +47.6% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling